Moody’s Rates

[doggod7756]

March 2023 – 5.23%

[doggod7756]

April 2023 – 5.05%

[doggod7756]

May 2023 – 5.28%

[doggod7756]

June 2023 – 5.28%

[doggod7756]

July – 5.29%

[Skyler]

Does anyone know what the rounding convention is for the calculation of this monthly average?  My employer does subscribe to this data package within Bloomberg.  I dumped daily prices of this index (MOODAVG index, PX_LAST) and took average of daily values for historical calendar months.  I then sought to match up against historical rates (either those manually grabbed from the NAIC (https://content.naic.org/research_moody.htm), or those posted to this site).  There are a few months that are 1bp off.  I explored round nearest vs. round down and that solve the discrepancy.  I didn’t fill non-trading dates with the prior day’s price, but I doubt that’s the underlying reason.  Obviously we all use this data point for a variety of prescribed calculations, so it would be immensely helpful for the NAIC to publish the data underneath this calculation and leave a full history up on their site.

 

[doggod7756]

August 2023 – 5.58%

Sorry Skyler, not sure. I can’t find the MOODAVG index in Bloomberg to take a look, but I might not have that level of access.

[Micah Herrmann]

What is the September Rate?

[doggod7756]

September 2023 – 5.72%

https://content.naic.org/research_moody.htm

[doggod7756]

October 2023 – 6.20%

[doggod7756]

November 2023 – 5.88%

December 2023 – 5.26%

[doggod7756]

January 2024 – 5.33%

[doggod7756]

February 2024 – 5.44%

[doggod7756]

March – 5.43%

[doggod7756]

April 2024 – 5.68%

[goku123123]

Thanks for your data! I’m losing the data for May 2024. Could you please provide that?

[Author]

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